Ujjain is located on the banks of River Kshipra, offering a lot of places near the bank which are full of natural splendour and beauty. But there are two places which should feature on your itinerary. One is the Bhartrihari Caves. These caves are situated on the banks of Kshipra and are said to have been the abode of a great poet, scholar and brother of King Vikramaditya, Bhartrihari. The area around the caves is tranquil and would charm you with the lovely views of the river and the foliage. Another place of remarkable natural beauty in Ujjain is Shanti Van, which you must visit.